\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{decorations.pathreplacing,calc}
\newcommand{\tikzmark}[1]{\tikz[overlay,remember picture] \node (#1) {};}
\begin{document}
\hfill\tikzmark{right}
\begin{itemize}
\item First line
\item Second line \tikzmark{2nd}
\item Third line, which is quite long and seemingly tedious in the extreme
\item Fourth line, which isn't as long as the third \tikzmark{4th}
\item Fifth line
\end{itemize}
\begin{tikzpicture}[overlay, remember picture]
\draw [decoration={brace,amplitude=0.5em},decorate,ultra thick,gray]
($(right)!(2nd.north)!($(right)-(0,1)$)$) -- ($(right)!(4th.south)!($(right)-(0,1)$)$);
\end{tikzpicture}
\end{document}

What I like about this one is that it doesn't mess around with how the actual data is put in, the decoration is added afterwards almost as an afterthought, which (to me) fits in better with the feel of what you're trying to do.

What isn't so good is the placement of the brace horizontally. Because I don't know how your are typesetting your data, nor what sort of data it is, I've just shoved the brace to the right-hand side. If your data is more structured, as the graphic suggests, then it would be easy to make it appear in the right place. (Indeed, from experimenting, I'd say that if your data isn't nicely structured - by which I mean that the lines should be of similar widths - then a brace at the right-hand side doesn't look good as it's not easy to see exactly which lines it is including or excluding.)

That \tikzmark macro is a good idea, I have to remember that.
–
CaramdirAug 11 '10 at 21:00

I think the result looks nicer if the tikzmark places its not slightly above the baseline: \node at (0,0.7ex) (#1)...
–
SeamusMar 1 '11 at 14:37

@Seamus: Since I answered this, I've changed my way of doing it. I now place a \vphantom{X} in the node which makes it better placed. (Actually, I have \tikzmarkX which does this, and various other variants .. but you just knew that I'd have a more complicated scheme, didn't you!)
–
Loop SpaceMar 1 '11 at 18:11

@AndrewStacey - I have similar need and it works fine for one page but the bracket does not travel to next page. If I create start and end spanning two pages then entire bracket appears on the second page. Is it possible to create a bracket that can span across pages. Thanks for your help
–
RaamaOct 25 '12 at 16:35

\usetikzlibrary{matrix,decorations.pathreplacing}
\begin{tikzpicture}
\matrix (m) [matrix of nodes,column 1/.style={anchor=west}]
{
The first line. \\
The second line. \\
A very long third line that goes on. \\
A fourth line. \\
And finally a last line. \\
};
\draw [decoration={brace,amplitude=0.5em},decorate,ultra thick,gray]
(m-2-1.north -| m.east) -- (m-4-1.south -| m.east);
\end{tikzpicture}

To specify from which row to which row the brace should go change m-2-1 and m-4-1 accordingly (the second number is always the row). To change thickness and color, change the ultra thick and gray parts (see section 14.3 of the TikZ manual). To add a text to the right of the brace change -- to -- node[black, right=0.7em] {some text}. The amplitude option defines how much the brace extends and you can add ,aspect=factor (with factor replaced by a number between 0 and 1) to specify where the pointy part lies on the brace (see section 27.3). Changing anchor=west to anchor=east make the lines right aligned, removing it centers them.

Additional question: if I want some further text to the right of the brace, could you say how to do it? (The idea is that in the document I'm trying to typeset, a bunch of lines need to be collected together with a brace and some text like "and their spouses" on the right of the brace.) I could ask a new question, but if the answer is a trivial variation of this, it would pretty much be a duplication.
–
ShreevatsaROct 26 '11 at 16:55

@ShreevatsaR: Simply replace -- in the \draw command by -- node[right=1em] {and their spouses} (adjust the 1em to whatever distance looks good for your text). Exactly the same also works for Andrew's solution.
–
CaramdirOct 26 '11 at 23:16